Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16/07/2024 | 0,92% | 1,11 CHF | 1,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 252 CHF | 54 752 CHF | 100,00% | 100,00% |
15/07/2024 | 0,90% | 1,09 CHF | 1,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 330 CHF | 55 830 CHF | 98,52% | 98,52% |
12/07/2024 | 0,91% | 1,09 CHF | 1,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 957 CHF | 55 457 CHF | 99,38% | 99,38% |
11/07/2024 | 0,91% | 1,09 CHF | 1,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 922 CHF | 55 422 CHF | 99,15% | 99,15% |
10/07/2024 | 0,95% | 1,07 CHF | 1,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 286 CHF | 52 786 CHF | 100,00% | 100,00% |
09/07/2024 | 0,95% | 1,03 CHF | 1,04 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 140 CHF | 52 640 CHF | 100,00% | 100,00% |
08/07/2024 | 0,96% | 1,03 CHF | 1,04 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 043 CHF | 52 543 CHF | 100,00% | 100,00% |
05/07/2024 | 0,96% | 1,02 CHF | 1,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 601 CHF | 52 101 CHF | 99,62% | 99,62% |
04/07/2024 | 0,96% | 1,04 CHF | 1,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 617 CHF | 52 117 CHF | 100,00% | 100,00% |
03/07/2024 | 1,00% | 1,01 CHF | 1,02 CHF | 50 000 | 50 000 | 53 416 | 50 000 | 53 197 CHF | 50 330 CHF | 99,73% | 99,73% |